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Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis

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Author Info
Rünstler, Gerhard (Institute for Advanced Studies, Vienna)
Jumah, Adusei (Federal Institute of Agricultural Economics)
Karbuz, Sohbet (Department of Economics, University of Bielefeld)

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Abstract

The study investigates long-run relationships between futures and spot prices of cocoa on the New York CSCE and London Fox, respectively, and between both markets. By means of the Johansen Maximum Likelihood approach and the inclusion of interest rates as conditioning variables, the three hypothesized cointegrating vectors are obtained. It turns out that the usage of interest rates is crucial for detecting long-run stationary relationships between spot and futures prices on individual markets. This might explain the failure of previous studies to discover cointegration between spot and futures prices on commodity markets. The existence of asymmetries in the response to deviations from equilibrium relationships is also observed: Futures prices Granger-cause spot prices, but not vice versa. This result is interpreted as evidence for spot prices to react slowly to new information.

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File URL: http://www.ihs.ac.at/publications/eco/es-4.pdf
File Format: application/pdf
File Function: First version, 1995
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Publisher Info
Paper provided by Institute for Advanced Studies in its series Economics Series with number 4.

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Length: 27 pages
Date of creation: Mar 1995
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Handle: RePEc:ihs:ihsesp:4

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Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

Cited by:
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  1. Patricio Jaramillo & Jorge Selaive, 2006. "Speculative Activity and Copper Price," Working Papers Central Bank of Chile 384, Central Bank of Chile. [Downloadable!]
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This page was last updated on 2008-7-17.


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